+231.3%
SGI vs EOSE
-57.1%
+288.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -1.3% |
| 7D | +9.3% | +41.4% | -32.2% | +6.1% |
| 30D | +6.9% | +3.6% | +3.3% | +6.2% |
| 3M | +2.8% | -35.7% | +38.6% | +5.4% |
| 6M | -12.6% | -29.9% | +17.3% | -12.2% |
| YTD | -21.5% | -62.5% | +40.9% | -18.6% |
| 1Y | -18.8% | -37.4% | +18.7% | -20.7% |
| 3Y | +60.8% | +55.8% | +5.0% | +31.2% |
| 5Y | +60.0% | -67.8% | +127.8% | +23.4% |
| All | +231.3% | -57.1% | +288.5% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling